Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-14 0.254820 0.275844 0.298556 0.325051 0.355280 0.388903 0.429423
2025-12-21 0.224197 0.250761 0.280960 0.318225 0.363531 0.417581 0.488132
2025-12-28 0.208833 0.239632 0.276096 0.323224 0.383716 0.460538 0.568612
2026-01-04 0.198700 0.232930 0.274874 0.331315 0.407388 0.509808 0.664876
2026-01-11 0.186087 0.221649 0.266369 0.328447 0.415423 0.538268 0.736338
2026-01-18 0.178298 0.215589 0.263656 0.332428 0.432572 0.581137 0.837338
2026-01-25 0.166344 0.203132 0.251332 0.321713 0.426948 0.588567 0.881320
2026-02-01 0.155643 0.191609 0.239372 0.310309 0.418782 0.590431 0.915240
2026-02-08 0.149029 0.185144 0.233841 0.307583 0.423317 0.613058 0.991765
2026-02-15 0.146304 0.183754 0.235186 0.314944 0.444242 0.666026 1.141134
2026-02-22 0.141427 0.179066 0.231470 0.314201 0.451694 0.696061 1.250705
2026-03-01 0.136597 0.174176 0.227129 0.312070 0.456437 0.721560 1.357442
2026-03-08 0.131505 0.168792 0.221929 0.308459 0.458724 0.743658 1.466296
2026-03-15 0.126242 0.162922 0.215688 0.302705 0.456603 0.756615 1.556377
2026-03-22 0.124082 0.161445 0.215953 0.307583 0.474252 0.813588 1.794965
2026-03-29 0.122719 0.161048 0.217804 0.315194 0.497854 0.888341 2.132143
2026-04-05 0.119075 0.157082 0.213878 0.312581 0.501295 0.917563 2.332757
2026-04-12 0.117084 0.155508 0.213613 0.316295 0.517720 0.981458 2.712422
2026-04-19 0.112271 0.149468 0.205953 0.306360 0.505130 0.969899 2.766811
2026-04-26 0.107577 0.143472 0.198148 0.295768 0.490353 0.950711 2.779600
2026-05-03 0.104825 0.140367 0.194891 0.293234 0.492409 0.976806 3.031776
2026-05-10 0.104137 0.140403 0.196717 0.300078 0.515308 1.065128 3.705465
2026-05-17 0.101997 0.138100 0.194582 0.299388 0.521495 1.107265 4.171961